Anic Equity¶
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Total return since start: 0.587 %¶
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Equity now: -----------------------------> 48471.26 Kr¶
Max Equity ever reached: ------------> 52072.52 Kr¶
Portfolio value: --------------------------> 46272.38 Kr¶
PnL: ---------------------------------------> -1949.87 Kr¶
DD now: ---------------------------------> -6.916 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-03-13 12:12:05.858372'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| HEBA B | 70 | 6.760000 | 2929.500000 | 293.500000 | 11.130000 | 2636.000010 |
| Nordea Bank Abp | 29 | 1.490000 | 3632.540000 | 178.540000 | 5.170000 | 3453.999992 |
| HMS Networks | 2 | 3.000000 | 836.400000 | 163.400000 | 24.280000 | 673.000000 |
| Fasadgruppen Group | 38 | 0.720000 | 4256.000000 | 115.000000 | 2.780000 | 4140.999992 |
| Samhällsbyggnadsbo. i Norden B | 20 | 10.920000 | 437.800000 | 82.800000 | 23.320000 | 355.000000 |
| FM Mattsson Mora Group B | 54 | -2.900000 | 3256.200000 | 76.200000 | 2.400000 | 3180.000006 |
| Corem Property Group B | 59 | 11.330000 | 643.690000 | 66.690000 | 11.560000 | 576.999999 |
| AcadeMedia | 12 | 4.800000 | 618.000000 | 61.000000 | 10.950000 | 557.000004 |
| Boozt | 12 | 3.260000 | 1711.200000 | 57.200000 | 3.460000 | 1653.999996 |
| Swedbank A | 3 | -0.870000 | 615.900000 | 51.900000 | 9.200000 | 564.000000 |
| SAAB B | 8 | -0.630000 | 3427.200000 | 50.200000 | 1.490000 | 3377.000000 |
| Resurs Holding | 22 | 0.320000 | 621.720000 | 47.720000 | 8.310000 | 573.999998 |
| OEM International B | 7 | 3.310000 | 568.400000 | 40.400000 | 7.650000 | 527.999997 |
| Intrum | 4 | 2.320000 | 563.600000 | 36.600000 | 6.940000 | 527.000000 |
| Securitas B | 6 | 2.590000 | 599.400000 | 29.400000 | 5.160000 | 570.000000 |
| MedCap | 2 | -3.910000 | 442.000000 | 21.000000 | 4.990000 | 421.000000 |
| Norva24 Group | 16 | -1.630000 | 561.600000 | 18.600000 | 3.430000 | 543.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | 5.580000 | 263.520000 | 17.520000 | 7.120000 | 246.000000 |
| Coor Service Management Hold. | 8 | 1.110000 | 547.600000 | 15.600000 | 2.930000 | 532.000000 |
| Eastnine | 4 | 0.480000 | 505.600000 | 14.600000 | 2.970000 | 491.000000 |
| Karnov Group | 9 | 1.500000 | 549.000000 | 13.000000 | 2.430000 | 536.000004 |
| Fastighetsbolag. Emilshus Pref | 21 | 0.930000 | 572.250000 | 10.250000 | 1.820000 | 562.000005 |
| Creaspac SPAC | 6 | 0.100000 | 579.600000 | 2.600000 | 0.450000 | 577.000002 |
| Handelsbanken A | 5 | -1.050000 | 543.250000 | -2.750000 | -0.500000 | 546.000000 |
| Sampo Oyj SDB | 7 | -1.080000 | 3843.000000 | -7.000000 | -0.180000 | 3850.000000 |
| Midsona B | 63 | -4.110000 | 572.670000 | -10.330000 | -1.770000 | 582.999984 |
| CTEK | 13 | 2.890000 | 517.660000 | -16.340000 | -3.060000 | 533.999999 |
| Essity B | 2 | 0.520000 | 541.400000 | -32.600000 | -5.680000 | 574.000000 |
| Beijer Electronics Group | 27 | 2.920000 | 3045.600000 | -38.400000 | -1.250000 | 3083.999994 |
| International Petroleum Corp. | 5 | -3.590000 | 537.000000 | -57.570000 | -9.680000 | 594.565215 |
| Vivesto | 1368 | -1.170000 | 554.040000 | -58.960000 | -9.620000 | 612.999432 |
| Essity A | 4 | 0.560000 | 1084.000000 | -65.000000 | -5.660000 | 1149.000000 |
| OX2 | 22 | 1.650000 | 1896.400000 | -92.600000 | -4.660000 | 1989.000002 |
| Axfood | 15 | -3.870000 | 3652.500000 | -647.500000 | -15.060000 | 4300.000005 |
| Ovzon | 64 | -0.190000 | 3347.200000 | -648.800000 | -16.240000 | 3996.000000 |
| TOTAL | 48873.440000 | -214.130000 | 0.0% | 49087.564636 |
Updated:¶
'2023-02-02 15:24:24.304951'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
In or Out of market? In if Signal > -10, else out of market!¶
--------------------------------------------------------------------------- IndexError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_7580/2152392845.py in <module> 8 in_out = KER.mean(axis = 1).tail(150) ----> 9 if in_out.index[-1].date() < dt.today().date()-delta(days=1): 10 ~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexes\base.py in __getitem__(self, key) 4603 key = com.cast_scalar_indexer(key, warn_float=True) -> 4604 return getitem(key) 4605 IndexError: index -1 is out of bounds for axis 0 with size 0 During handling of the above exception, another exception occurred: IndexError Traceback (most recent call last) ~\AppData\Local\Temp/ipykernel_7580/2152392845.py in <module> 39 list(px.line(df, x='Date', y='limit').select_traces()) 40 ) ---> 41 fig['data'][1]['line']['color']='rgb(250, 50, 50)' 42 fig['data'][0]['line']['width']=5 43 fig.show() IndexError: tuple index out of range
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
